VIX Overview: The VIX, known as the "fear index," measures expected volatility in the S&P 500 over the next 30 days based on options pricing.
Typical Relationship: VIX and SPY generally exhibit an inverse correlation - when markets decline rapidly, volatility (fear) increases.
Volatility Regimes:
Low (VIX < 15): Calm markets, steady growth
Normal (15-25): Typical market conditions
Elevated (25-35): Increased uncertainty
High (35+): Market stress, potential opportunities
⚡ Key Statistics
Current VIX Percentile (1Y):Loading...
SPY 30-day Volatility:Loading...
Days Since VIX > 30:Loading...
Max Drawdown (Period):Loading...
📝 Technical Notes
Data Source: Yahoo Finance API •
Update Frequency: Real-time during market hours •
Calculations: Rolling correlations use 30-day windows •
Volatility: Annualized standard deviation of returns
This dashboard is for educational and analytical purposes only. Not financial advice.